Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.615 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49341.14 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45279.6 Kr¶

PnL: ---------------------------------------> 223.6 Kr¶

DD now: ---------------------------------> -7.114 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:10:20.069805'

Anic Portfolio¶

Today¶

Return: -0.759 %¶

This Week¶

Return: 0.077 %¶

Total portfolio value¶

Return including deposits: 61.53 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.170000 1664.820000 195.820000 13.330000 1468.999998
Orrön Energy 180 -0.290000 2196.000000 153.000000 7.490000 2043.000000
Atrium Ljungberg B 5 -0.550000 989.500000 54.500000 5.830000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.460000 1006.320000 39.320000 4.070000 966.999996
Sedana Medical 93 -3.840000 2559.360000 38.360000 1.520000 2521.000011
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.600000 897.000000 33.000000 3.820000 864.000000
OX2 13 2.040000 974.350000 24.350000 2.560000 949.999999
Bilia A 8 0.440000 920.000000 20.000000 2.220000 900.000000
HEXPOL B 9 1.140000 1039.500000 18.500000 1.810000 1020.999996
BioGaia B 8 -0.510000 945.600000 15.600000 1.680000 930.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.420000 959.640000 3.640000 0.380000 956.000001
AcadeMedia 8 -0.980000 402.400000 0.400000 0.100000 402.000000
ASSA ABLOY B 3 -0.580000 775.200000 -3.800000 -0.490000 779.000001
Clas Ohlson B 12 -1.590000 968.400000 -4.600000 -0.470000 972.999996
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
VEF 909 -3.900000 1834.360000 -15.640000 -0.850000 1850.000436
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
SKF B 5 0.140000 919.500000 -20.500000 -2.180000 940.000000
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
Indutrade 5 -0.210000 1187.500000 -30.500000 -2.500000 1218.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
Hexagon B 26 -1.970000 3365.700000 -95.300000 -2.750000 3461.000010
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45279.600000 223.600000 -7.11443% 45056.000411

Updated:¶

'2023-07-05 11:10:36.889991'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶